CCT: Cauchy Combination Test for p-value aggregation
Description
Combines multiple p-values using the Cauchy distribution method, which provides
analytical p-value calculation under arbitrary dependency structures.
Usage
CCT(pvals, weights = NULL)
Value
Single aggregated p-value combining all input p-values.
Arguments
pvals
Numeric vector of p-values to combine (each between 0 and 1).
P-values equal to 1 are automatically adjusted to 0.999. P-values equal
to 0 will cause an error.
weights
Numeric vector of non-negative weights for each p-value.
If NULL, equal weights are used. Must have same length as pvals.
Details
The Cauchy Combination Test (CCT) transforms p-values using the inverse Cauchy
distribution and combines them with specified weights. This method is particularly
powerful because it:
Works under arbitrary dependency structures
Provides exact analytical p-values (no simulation needed)
Maintains good power properties across different scenarios
Special Cases:
If any p-value equals 0, returns 0 immediately
P-values equal to 1 are adjusted to 0.999 with a warning
Very small p-values (< 1e-16) receive special numerical treatment
References
Liu, Y., & Xie, J. (2020). Cauchy combination test: a powerful test
with analytic p-value calculation under arbitrary dependency structures.
Journal of the American Statistical Association, 115(529), 393-402.
tools:::Rd_expr_doi("10.1080/01621459.2018.1554485")